Jan Beran: 3 books
Long-Memory Processes
Probabilistic Properties and Statistical Methods
Language: English
Release Date: May 14, 2013
Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic...
by Jan Beran
Language: English
Release Date: November 22, 2017
Language: English
Release Date: November 22, 2017
Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that previously appeared only in journals, the author provides a concise and effective overview of probabilistic foundations, statistical...
Mathematical Foundations of Time Series Analysis
A Concise Introduction
Language: English
Release Date: March 23, 2018
This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity. The text is reduced to the essential logical core, mostly using the symbolic language of mathematics, thus enabling readers to very quickly grasp the essential...